-64.1%
OUST vs WING
+37.1%
-101.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.5% | +15.5% | +14.5% |
| 7D | +17.0% | +9.0% | +7.9% | +13.5% |
| 30D | -16.5% | +39.9% | -56.4% | -26.1% |
| 3M | -23.7% | +40.4% | -64.1% | -33.5% |
| 6M | +18.4% | +12.9% | +5.5% | +10.1% |
| YTD | +60.8% | -31.1% | +91.9% | +74.8% |
| 1Y | +44.2% | -32.7% | +76.9% | +56.8% |
| 3Y | +668.1% | -19.8% | +687.9% | +552.3% |
| 5Y | -48.8% | +4.0% | -52.8% | -66.0% |
| All | -64.1% | +37.1% | -101.2% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling